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The equity option volatility smile: an implicit finite-difference approach

Leif B. G. Andersen and Rupert Brotherton-Ratcliffe

Journal of Computational Finance

Volume 1 / Number 2, Winter 1997/98

以下是引用irvingy在2007-6-2 9:56:00的发言：

请onesource帮忙

The equity option volatility smile: an implicit finite-difference approach

Leif B. G. Andersen and Rupert Brotherton-Ratcliffe

Journal of Computational Finance

Volume 1 / Number 2, Winter 1997/98

http://www.thejournalofcomputationalfinance.com/

没办法搞定．

求

IOSCO’s Secretary General, “Report on the improvement of cooperation and coordination in

the surveillance of securities and futures transactions”, September 1996.

非常感谢!

最近在写信用风险的文章，请楼主帮忙找3篇文章，不胜感激。

1.“Quantifying Credit Risk I: Default Prediction”，S Kealhofer，Financial Analysts Journal,2003

2.“Quantifying Credit Risk II: Debt Valuation”，S Kealhofer，Financial Analysts Journal, 2003

3.“Stochastic Equity Volatility and the Capital Structure of the Firm”，A Bensoussan, M Crouhy, D Galai

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以下是引用zhaolimin在2007-6-3 17:47:00的发言：
求

IOSCO’s Secretary General, “Report on the improvement of cooperation and coordination in

the surveillance of securities and futures transactions”, September 1996.

非常感谢!

没找到全文．

以下是引用treasuretang在2007-6-3 23:36:00的发言：

最近在写信用风险的文章，请楼主帮忙找3篇文章，不胜感激。

1.“Quantifying Credit Risk I: Default Prediction”，S Kealhofer，Financial Analysts Journal,2003

2.“Quantifying Credit Risk II: Debt Valuation”，S Kealhofer，Financial Analysts Journal, 2003

3.“Stochastic Equity Volatility and the Capital Structure of the Firm”，A Bensoussan, M Crouhy, D Galai

万望楼主帮忙

123008.pdf (2.86 MB)

2007-6-4 02:03:00 上传

［新开］国外论文求助专贴

123009.pdf (352.5 KB)

2007-6-4 02:05:00 上传

［新开］国外论文求助专贴

123010.pdf (4.14 MB)

2007-6-4 02:10:00 上传

［新开］国外论文求助专贴

OK

求文章Soft Budget Constraint and the Optimal Choices of Research and Development Projects Financing 全文,Journal of Comparative Economics, Volume 26, Issue 1, March 1998, Pages 62-79

对楼主的帮助万分感谢。

以下是引用sdf2199_cn在2007-6-4 16:15:00的发言：
求文章Soft Budget Constraint and the Optimal Choices of Research and Development Projects Financing 全文,Journal of Comparative Economics, Volume 26, Issue 1, March 1998, Pages 62-79

OK.......................... 123297.pdf (159.43 KB)

2007-6-5 01:03:00 上传

［新开］国外论文求助专贴

楼主,帮忙找篇关于商业银行个人理财方面的论文好吗?急需,最好5000字左右的!谢谢!Commercial bank "personal finance" .